Pages that link to "Item:Q962330"

The following pages link to Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330):

Displaying 39 items.

• Computing the confidence levels for a root-mean-square test of goodness-of-fit (Q115929) (← links)
• Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic (Q151733) (← links)
• Pooled association tests for rare genetic variants: a review and some new results (Q257701) (← links)
• Gene-level pharmacogenetic analysis on survival outcomes using gene-trait similarity regression (Q400685) (← links)
• A class of tests for the two-sample problem for count data (Q507879) (← links)
• On energy tests of normality (Q830702) (← links)
• Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
• Process monitoring using a generalized probabilistic linear latent variable model (Q1716441) (← links)
• On the distribution of extended CIR model (Q1726700) (← links)
• Comparing non-stationary and irregularly spaced time series (Q1927173) (← links)
• Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (Q2002719) (← links)
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
• Bayesian optimization of functional output in inverse problems (Q2069152) (← links)
• Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
• Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
• The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation (Q2208403) (← links)
• Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• Correction to: ``Comparison of joint control schemes for multivariate normal i.i.d. output'' (Q2324324) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• Confidence intervals for heritability via Haseman-Elston regression (Q2406191) (← links)
• Exact tests for the means of Gaussian stochastic processes (Q2406811) (← links)
• Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library (Q2418410) (← links)
• Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
• A functional data analysis approach for genetic association studies (Q2453682) (← links)
• A comparison of efficient approximations for a weighted sum of chi-squared random variables (Q2628891) (← links)
• Multiple testing of conditional independence hypotheses using information-theoretic approach (Q2671488) (← links)
• THE AFFINE LIBOR MODELS (Q2851558) (← links)
• Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
• Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations (Q3176256) (← links)
• (Q4636983) (← links)
• Two new distribution-free two-sample tests for versatile alternative (Q5023875) (← links)
• General linear hypothesis testing in functional response model (Q5079119) (← links)
• A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables (Q5083380) (← links)
• How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)
• Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
• Analysis of cross‐over experiments with count data in the presence of carry‐over effects (Q6068084) (← links)